Encounters with Martingales in Stochastic Control

DOI10.1007/978-3-031-05988-9_14zbMATH Open1523.60074MaRDI QIDQ6096243FDOQ6096243

T. E. Duncan

Publication date: 11 September 2023

Published in: The Splendors and Miseries of Martingales (Search for Journal in Brave)

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zbMATH Keywords

martingalestochastic control

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Martingales with continuous parameter (60G44) Stochastic systems in control theory (general) (93E03)

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Cited In (5)

• Martingale approach to stochastic control with discretionary stopping
• Title not available (Why is that?)
• Encounters with Martingales in Statistics and Stochastic Optimization
• Martingale approach to stochastic differential games of control and stopping
• Optimal control of martingales in a radially symmetric environment

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